Anic Equity¶

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Total return since start: 0.599 %¶

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Equity now: -----------------------------> 48856.18 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42172.58 Kr¶

PnL: ---------------------------------------> -260.7 Kr¶

DD now: ---------------------------------> -8.027 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 14:23:15.537485'

Anic Portfolio¶

Today¶

Return: -0.907 %¶

This Week¶

Return: -0.907 %¶

Total portfolio value¶

Return including deposits: 59.943 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.360000 1660.680000 193.140000 13.160000 1467.540000
Hoist Finance 35 1.970000 997.500000 19.250000 1.970000 978.250000
HEXPOL B 9 0.260000 1031.400000 13.500000 1.330000 1017.900000
Orrön Energy 180 0.440000 2049.300000 11.700000 0.570000 2037.600000
Catena 2 1.470000 801.200000 11.600000 1.470000 789.600000
BioGaia B 8 1.210000 939.200000 11.200000 1.210000 928.000000
JM 6 0.970000 870.600000 8.400000 0.970000 862.200000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
Platzer Fastigheter Holding B 12 0.750000 966.000000 7.200000 0.750000 958.800000
Sagax B 4 0.800000 858.800000 6.800000 0.800000 852.000000
Atrium Ljungberg B 5 0.640000 939.000000 6.000000 0.640000 933.000000
ASSA ABLOY B 3 0.310000 779.400000 2.400000 0.310000 777.000000
Bilia A 8 0.000000 899.200000 1.600000 0.180000 897.600000
Hexatronic Group 12 0.050000 965.040000 0.480000 0.050000 964.560000
AcadeMedia 8 -0.300000 401.600000 0.400000 0.100000 401.200000
Clas Ohlson B 12 -0.120000 969.600000 -1.200000 -0.120000 970.800000
Biotage 7 -0.150000 938.000000 -1.400000 -0.150000 939.400000
SKF B 5 -0.480000 933.500000 -4.500000 -0.480000 938.000000
Creaspac SPAC 39 -0.320000 3701.100000 -7.800000 -0.210000 3708.900000
OX2 13 -0.960000 938.600000 -9.100000 -0.960000 947.700000
Gränges 9 -1.070000 916.200000 -9.900000 -1.070000 926.100000
EQT 4 -1.250000 819.200000 -10.400000 -1.250000 829.600000
Byggmax Group 33 -1.110000 943.800000 -10.560000 -1.110000 954.360000
Addnode Group B 11 -1.560000 904.200000 -14.300000 -1.560000 918.500000
Nordic Waterproofing Holding 7 -1.740000 947.800000 -16.800000 -1.740000 964.600000
Alimak Group 11 -2.490000 903.100000 -23.100000 -2.490000 926.200000
Latour B 4 -4.070000 820.400000 -34.800000 -4.070000 855.200000
VEF 909 -2.360000 1808.910000 -36.360000 -1.970000 1845.270000
Indutrade 5 -3.500000 1172.000000 -42.500000 -3.500000 1214.500000
Vitec Software Group B 2 -4.240000 1038.000000 -46.000000 -4.240000 1084.000000
Bufab 3 -4.180000 1060.200000 -46.200000 -4.180000 1106.400000
Hexagon B 26 -1.620000 3395.600000 -55.900000 -1.620000 3451.500000
INVISIO 16 -2.170000 3600.000000 -80.000000 -2.170000 3680.000000
BHG Group 97 -7.730000 1343.450000 -111.550000 -7.670000 1455.000000
TOTAL 42172.580000 -260.700000 -8.02738% 42433.280000

Updated:¶

'2023-07-03 14:23:32.304123'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶